The common and specific components of dynamic volatility
| Year of publication: |
2006
|
|---|---|
| Authors: | Connor, Gregory ; Korajczyk, Robert A. ; Linton, Oliver |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 132.2006, 1, p. 231-256
|